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AVP Pricing Model Validation - Investment Bank - London

Job Title: AVP Pricing Model Validation - Investment Bank - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £55000 - £75000 per annum
Start Date: ASAP
REF: BBBH22440_1569942822
Contact Name: Kit Watts
Job Published: 17 days ago

Job Description

AVP Pricing Model Validation - Investment Bank - London

Twenty Financial Services are currently recruiting for a Pricing Model Validation AVP for a Tier 1 Investment Bank based in London.

The main responsibilities will be working in the Pricing model Validation team and will liaise with Key stakeholders across the bank.

Responsibilities:

  • Use statistical techniques and methods to validate models used by the investment bank.
  • Support munis, rates and inflation asset classes and gain exposure within other areas subject to bank's needs.
  • Recommend model improvements where necessary, and document results from validation activity.
  • Reporting of model risk to committees and senior stakeholders.

Skills required:

  • Higher education within a finance, engineering or quantitative subject.
  • Model validation or quantitative risk experience from an investment bank.
  • Knowledge of Pricing models with a focus towards munis, inflation and rates.
  • Strong experience using VBA but can be open to other technical skills such as Python, C++ and R.